No, Putting them on doesn't hurt it just takes FOREVER! Like an hour or 2. It hurt literally for 3 days when you eat and the inside brackets may rub on your tongue for the first couple days just ask for some wax to put on it. After a week or two you'll get used to them. I just got my braces on Friday but I'm already getting used to them.
Immediately it will be a little sore but fine. Probably overnight it will start to really hurt. It will take a couple days for the soreness to go away but it will, and eventually you'll forget you have them.